A scale function based approach for solving integral-differential equations in insurance risk models

DOI10.1016/J.AMC.2023.127965OpenAlexW4327949509MaRDI QIDQ6160571FDOQ6160571

Authors: Aili Zhang, Shuanming Li, Wenyuan Wang 

Publication date: 26 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.127965

zbMATH Keywords

integro-differential equationscale functionsLévy process

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Risk models (general) (91B05) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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Cited In (2)

• On some problem of determination of insurance premium leading to functional equation
• Title not available (Why is that?)

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